Laurion Capital Management

Laurion Capital Master Fund as of June 30, 2012

Portfolio Holdings for Laurion Capital Master Fund

Laurion Capital Master Fund holds 73 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
EOG Resources (EOG) 17.1 $64M 710k 90.11
Schlumberger (SLB) 16.1 $60M 926k 64.91
Caterpillar (CAT) 10.1 $38M 444k 84.91
BHP Billiton (BHP) 5.7 $21M 324k 65.31
SPDR Gold Trust (GLD) 4.1 $15M 5.3M 2.93
Yum! Brands (YUM) 3.6 $13M 208k 64.43
Qualcomm (QCOM) 3.5 $13M 237k 55.67
Pioneer Natural Resources 2.7 $10M 116k 88.20
Bristol Myers Squibb (BMY) 2.5 $9.4M 262k 35.95
Abbott Laboratories (ABT) 2.5 $9.2M 144k 64.47
Pfizer (PFE) 2.4 $9.0M 391k 23.00
Pepsi (PEP) 2.2 $8.2M 116k 70.66
Harley-Davidson (HOG) 2.2 $8.1M 177k 45.73
Wal-Mart Stores (WMT) 2.1 $8.0M 115k 69.72
Deere & Company (DE) 1.6 $5.9M 799k 7.37
Halliburton Company (HAL) 1.4 $5.1M 180k 28.39
iShares MSCI Brazil Index (EWZ) 1.3 $5.0M 1.1M 4.55
Macy's (M) 1.1 $4.2M 121k 34.35
Market Vectors Gold Miners ETF 1.1 $4.2M 1.4M 2.97
Johnson & Johnson (JNJ) 1.0 $3.8M 56k 67.55
CF Industries Holdings (CF) 0.8 $3.1M 99k 31.69
At&t (T) 0.8 $3.0M 85k 35.66
BB&T Corporation 0.8 $3.0M 98k 30.85
Verizon Communications (VZ) 0.8 $2.9M 66k 44.44
Starwood Hotels & Resorts Worldwide 0.7 $2.7M 51k 53.03
Walt Disney Company (DIS) 0.7 $2.6M 54k 48.50
Energy Select Sector SPDR (XLE) 0.7 $2.6M 758k 3.40
American International (AIG) 0.7 $2.5M 79k 32.08
Occidental Petroleum Corporation (OXY) 0.6 $2.4M 478k 4.92
Eli Lilly & Co. (LLY) 0.6 $2.3M 54k 42.91
Monsanto Company 0.6 $2.3M 179k 12.80
Apache Corporation 0.6 $2.2M 424k 5.28
Mosaic (MOS) 0.6 $2.2M 544k 4.08
Seagate Technology Com Stk 0.5 $1.9M 357k 5.32
Anadarko Petroleum Corporation 0.5 $1.8M 406k 4.39
Baker Hughes Incorporated 0.4 $1.3M 33k 41.09
Medtronic 0.3 $1.3M 34k 38.72
Union Pacific Corporation (UNP) 0.3 $1.3M 171k 7.50
NVIDIA Corporation (NVDA) 0.3 $1.2M 87k 13.82
Goldman Sachs (GS) 0.3 $1.2M 191k 6.13
Las Vegas Sands (LVS) 0.3 $1.1M 26k 43.47
EMC Corporation 0.3 $1.1M 42k 25.63
SanDisk Corporation 0.2 $906k 283k 3.20
MasterCard Incorporated (MA) 0.2 $775k 1.8k 430.08
JPMorgan Chase & Co. (JPM) 0.2 $761k 390k 1.95
National-Oilwell Var 0.2 $754k 161k 4.68
Petroleo Brasileiro SA (PBR) 0.2 $632k 34k 18.76
Citigroup (C) 0.2 $647k 201k 3.22
Nucor Corporation (NUE) 0.2 $607k 16k 37.89
Comerica Incorporated (CMA) 0.1 $579k 19k 30.70
Wynn Resorts (WYNN) 0.1 $555k 111k 5.00
Colgate-Palmolive Company (CL) 0.1 $524k 5.0k 104.20
Transocean (RIG) 0.1 $493k 68k 7.25
Dow Chemical Company 0.1 $478k 206k 2.32
Texas Instruments Incorporated (TXN) 0.1 $489k 283k 1.73
Joy Global 0.1 $435k 72k 6.08
Bed Bath & Beyond 0.1 $453k 133k 3.40
Broadcom Corporation 0.1 $442k 173k 2.56
Capital One Financial (COF) 0.1 $367k 99k 3.70
Honeywell International (HON) 0.1 $365k 207k 1.76
Lennar Corporation (LEN) 0.1 $341k 92k 3.73
Textron (TXT) 0.1 $282k 11k 24.91
Phillips 66 (PSX) 0.1 $290k 8.7k 33.19
Transocean 0.1 $275k 65k 4.20
Berkshire Hathaway (BRK.A) 0.1 $250k 2.00 125000.00
Autodesk (ADSK) 0.1 $232k 70k 3.33
Agilent Technologies Inc C ommon (A) 0.1 $214k 79k 2.70
Cisco Systems (CSCO) 0.1 $182k 11k 17.15
Chimera Investment Corporation 0.0 $91k 38k 2.37
Mueller Water Products (MWA) 0.0 $39k 11k 3.46
Sonus Networks 0.0 $46k 22k 2.14
Eastman Kodak Company 0.0 $2.9k 15k 0.20
MF Global Holdings 0.0 $870.820000 44k 0.02